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Omitted factors and spatial lags in the dependent variable

Kelejian, Harry H. - In: Letters in spatial and resource sciences : LSRS 7 (2014) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10010242883

Critical issues in spatial models : error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis

Kelejian, Harry H. - In: Letters in spatial and resource sciences : LSRS 9 (2016) 1, pp. 113-136

Persistent link: https://www.econbiz.de/10011457276

Important overlooked IVs in spatial models

Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10011949749

A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence

Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605

Persistent link: https://www.econbiz.de/10011661869

Does high frequency algorithmic trading matter for non-AT investors?

Kelejian, Harry H.; Mukerji, Purba - In: Research in international business and finance 37 (2016), pp. 78-92

Persistent link: https://www.econbiz.de/10011595131

An extension of the J-test to a spatial panel data framework

Kelejian, Harry H.; Piras, Gianfranco - In: Journal of applied econometrics 31 (2016) 2, pp. 387-402

Persistent link: https://www.econbiz.de/10011644338

Causal factors of terrorist attacks on countries, and corresponding spill-overs between them

Kelejian, Harry H.; Mukerji, Purba - In: European journal of political economy 72 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013346598

Dynamic Nonlinear Econometric Models : Asymptotic Theory

Pötscher, Benedikt M. - 1997

The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to...

Persistent link: https://www.econbiz.de/10013518470

A robust test for network generated dependence

Liu, Xiaodong; Prucha, Ingmar R. - In: Journal of econometrics 207 (2018) 1, pp. 92-113

Persistent link: https://www.econbiz.de/10012116126

Guest editors' introduction: special issue of econometric theory in honor of Benedikt M. Pötscher

Deistler, Manfred; Leeb, Hannes; Prucha, Ingmar R. - In: Econometric theory 39 (2023) 6, pp. 1093-1096

Persistent link: https://www.econbiz.de/10014465362

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